Last Update: 19 Apr 2019 8:15 GMT+0

The Egypt 10Y Government Bond has a 16.450% yield.

10 Years vs 2 Years bond spread is -62 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities

Central Bank Rate is 15.75%.

The Egypt rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 318.50 and implied probability of default is 5.31%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y -30.6 bp Yield Curve is inverted in Short-Term Maturities
5Y vs 2Y -48.8 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -62 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 15.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 318.50 +0.79 % +1.76 % +19.42 % 5.31 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 17.531% +6.4 bp -233.1 bp
6 months 17.529% -7.6 bp -239.0 bp
9 months 17.507% -4.7 bp -245.6 bp
1 year 17.376% -13.2 bp -243.8 bp 85.20 +0.12 % +2.08 %
2 years 17.070% -25.6 bp -236.6 bp 72.96 +0.43 % +4.08 %
3 years 16.827% -33.1 bp -242.3 bp 62.71 +0.85 % +6.34 %
5 years 16.582% -32.1 bp -196.8 bp 46.43 +1.38 % +8.71 %
7 years 16.524% -15.0 bp -196.9 bp 34.28 +0.88 % +12.43 %
10 years 16.450% -15.0 bp -195.0 bp 21.81 +1.30 % +18.08 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 16.450% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 1647.7 bp -16.7 -177.4
Germany 10Y 1642.7 bp -6.8 -152.0
France 10Y 1608.0 bp -4.3 -148.5
Spain 10Y 1538.9 bp -2.5 -125.1
United Kingdom 10Y 1526.1 bp -15.0 -155.3
Canada 10Y 1468.4 bp -18.8 -122.1
Australia 10Y 1452.5 bp -14.9 -117.0
United States 10Y 1389.0 bp -9.2 -131.4
Italy 10Y 1383.8 bp -27.3 -99.3
China 10Y 1306.0 bp -38.2 -175.7
India 10Y 903.0 bp -3.4 -144.9
Russia 10Y 821.0 bp -11.0 -160.0
Brazil 10Y 749.0 bp -35.0 -53.0

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 16.450% 21.81 26.56 36.07 45.57 55.08 64.59
7 years 16.524% 34.28 38.26 46.22 54.17 62.12 70.08
5 years 16.582% 46.43 49.67 56.13 62.59 69.05 75.51
3 years 16.827% 62.71 64.93 69.36 73.79 78.23 82.66
2 years 17.070% 72.96 74.55 77.72 80.88 84.05 87.22
1 year 17.376% 85.20 86.05 87.75 89.46 91.16 92.86
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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